+169.7%
EXE vs AGI
+359.0%
-189.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -0.9% | +7.2% | -8.2% | -2.2% |
| 3M | +9.6% | +4.3% | +5.3% | +8.1% |
| 6M | -11.6% | -27.1% | +15.5% | -7.9% |
| YTD | -12.6% | -6.6% | -6.0% | -14.2% |
| 1Y | +1.2% | +9.5% | -8.3% | -5.0% |
| 3Y | +18.0% | +208.4% | -190.4% | -17.3% |
| 5Y | +101.1% | +401.6% | -300.5% | +18.6% |
| All | +169.7% | +359.0% | -189.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling